bdm::mgamma Class Reference

Gamma random walk. More...

#include <exp_family.h>

List of all members.

Public Member Functions
	mgamma ()
	Constructor.
void	set_parameters (double k, const vec &beta0)
	Set value of k.
void	condition (const vec &val)
	Update iepdf so that it represents this mpdf conditioned on rvc = cond This function provides convenient reimplementation in offsprings.
void	from_setting (const Setting &set)
egamma &	e ()
	access function to iepdf
vec	samplecond (const vec &cond)
	Reimplements samplecond using condition().
double	evallogcond (const vec &val, const vec &cond)
	Reimplements evallogcond using condition().
virtual vec	evallogcond_m (const mat &Dt, const vec &cond)
	Efficient version of evallogcond for matrices.
virtual vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Efficient version of evallogcond for Array<vec>.
virtual mat	samplecond_m (const vec &cond, int N)
	Efficient version of samplecond.
virtual string	to_string ()
	This method returns a basic info about the current instance.
virtual void	to_setting (Setting &set) const
	This method save all the instance properties into the Setting structure.
virtual void	validate ()
	This method TODO.
Access to attributes
const RV &	_rv () const
const RV &	_rvc () const
int	dimension () const
int	dimensionc ()
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed ()
Protected Member Functions
void	set_ep (epdf &iepdf)
	set internal pointer ep to point to given iepdf
void	set_ep (epdf *iepdfp)
	set internal pointer ep to point to given iepdf
Protected Attributes
double	k
	Constant .
vec &	_beta
	cache of iepdf.beta
egamma	iepdf
	Internal epdf used for sampling.
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Detailed Description

Gamma random walk.

Mean value, , of this density is given by rvc . Standard deviation of the random walk is proportional to one -th the mean. This is achieved by setting and .

The standard deviation of the walk is then: .

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Member Function Documentation

void bdm::mgamma::from_setting

(

const Setting &

set

)

[inline, virtual]

Create Gamma density with conditional mean value

from structure

                  class = 'mgamma';
                  beta = [...];          // vector of initial alpha
                  k = 1.1;               // multiplicative constant k
                  rv = RV({'name'})      // description of RV
                  rvc = RV({'name'})     // description of RV in condition

Reimplemented from bdm::mpdf.

References bdm::UI::get(), k, and set_parameters().

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The documentation for this class was generated from the following files:

• exp_family.h
• exp_family.cpp